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The vanishing equity premium
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The vanishing equity premium (2001)The vanishing equity premiumHave risk premia vanished? (2021)Have risk premia vanished?Equity Premium: Historical, Expected, Required and Implied (2006)Equity Premium: Historical, E…Pension fund management and international investment – A global perspective (2005)Pension fund management and i…Paying for Pensions an International Comparison of Administrative Charges in Funded Retirement-Income Systems (2003)Paying for Pensions an Intern…Regulating private pension funds’ structure, performance and investments: cross-country evidence (2000)Regulating private pension fu…Portfolio regulation of life insurance companies and pension funds (2000)Portfolio regulation of life …Administrative charges for funded pensions : an international comparison and assessment (2000)Administrative charges for fu…Institutional Investors in the New Financial Landscape (1998)Institutional Investors in th…The equity premium: A puzzle (1985)The Theory of Industrial Organization (1988)On Persistence in Mutual Fund Performance (1997)Improving regulations and supervision of pension funds : are there lessons from the Banking Sector? (1999)New Approaches to Multi-pillar Pension Systems: What in the World is Going On? (2000)Stock Market Development Under Globalization : Whither The Gains From Reforms ? (2007)The Cross-Section of Expected Stock Returns (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Market Risk Premium Used in 2010 by Professors: A Survey with 1,500 Answers (2010)Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers (2012)What is the riskfree rate? A Search for the Basic Building Block (2020)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Pension reform in Croatia (2003)Extending pension and savings scheme coverage to the informal sector: K enya's M bao P ension P lan (2013)The Equity Premium: It's Still a Puzzle (1996)"Rethinking Pension Reform: Ten Myths About Social Security Systems" (1999)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Pension reform, economic growth and financial development - an empirical study (2005)Should We Extend the Role of Private Social Expenditure? (2005)The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross‐Country Comparison (2011)Investor Diversification and International Equity Markets (1991)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Stock Markets, Banks, and Economic Growth (1999)Demographics and financial asset prices in the major industrial economies (2003)Pension Funds and Emerging Markets (2005)THE ROLE OF PENSION FUNDS AS INSTITUTIONAL INVESTORS IN EMERGING MARKETS (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)The Limits of Arbitrage (1995)Place Your Bets? The Market Consequences of Investment Research on Reddit's Wallstreetbets (2021)Economic Forces and the Stock Market (1986)On the mechanics of economic development (1988)Institutional Investors, Pension Reform and Emerging Securities Markets (1997)The World Price of Covariance Risk (1991)The distorting effect of the prudent-man laws on institutional equity investments (1996)
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  • 2006Equity Premium: Historical, Expected, Required and Implied89 cited
  • 2000Portfolio regulation of life insurance companies and pension funds68 cited
  • 2000Regulating private pension funds’ structure, performance and investments: cross-country evidence65 cited
  • 2005Pension fund management and international investment – A global perspective56 cited
  • 2000Administrative charges for funded pensions : an international comparison and assessment51 cited
  • 2021Have risk premia vanished?49 cited
  • 1998Institutional Investors in the New Financial Landscape28 cited
  • 2003Paying for Pensions an International Comparison of Administrative Charges in Funded Retirement-Income Systems23 cited

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